We discuss how astrophysical observations with the Maunakea Spectroscopic Explorer (MSE), a high-multiplexity (about 4300 fibers), wide field-of-view (1.5 square degree), large telescope aperture (11.25 m) facility, can probe the particle nature of dark matter. MSE will conduct a suite of surveys that will provide critical input for determinations of the mass function, phase-space distribution, and internal density profiles of dark matter halos across all mass scales. N-body and hydrodynamical simulations of cold, warm, fuzzy and self-interacting dark matter suggest that non-trivial dynamics in the dark sector could have left an imprint on structure formation. Analysed within these frameworks, the extensive and unprecedented datasets produced by MSE will be used to search for deviations away from cold and collisionless dark matter model. MSE will provide an improved estimate of the local density of dark matter, critical for direct detection experiments, and will improve estimates of the J-factor for indirect searches through self-annihilation or decay into Standard Model particles. MSE will determine the impact of low mass substructures on the dynamics of Milky Way stellar streams in velocity space, and will allow for estimates of the density profiles of the dark matter halos of Milky Way dwarf galaxies using more than an order of magnitude more tracers. In the low redshift Universe, MSE will provide critical redshifts to pin down the luminosity functions of vast numbers of satellite systems, and MSE will be an essential component of future strong lensing measurements to constrain the halo mass function. Across nearly all mass scales, the improvements offered by MSE, in comparison to other facilities, are such that the relevant analyses are limited by systematics rather than statistics.